STRATEGY VWAP MOMENTUM

20251201 (Monday, DoW=1)

TP: 125.0 pts  |  SL: 75.0 pts  |  Hours: 00:00:00 - 22:59:59

GENERAL

Total Trades: 6

Periodo: 2025-12-01 06:55:00 - 2025-12-01 22:23:00

Exposure Days: 1

Trades per Day: 6.00

Avg Duration: 144.67 min

Median Duration: 32.00 min

PERFORMANCE

Total Profit: $-3,010.00

Avg Profit: $-501.67

Median Profit: $-1,057.50

Std Profit: $1,550.76

Profit Factor: 0.45

WIN/LOSS

Win Rate: 16.7%

Winners / Losers: 1 / 5 (Ratio: 1:2)

Gross Profit: $2,500.00

Gross Loss: $-5,510.00

Avg Winner: $2,500.00

Avg Loser: $-1,102.00

Avg Winner / Avg Loser: (Ratio: 1:2.27)

Largest Winner: $2,500.00

Largest Loser: $-1,500.00

RISK METRICS

Max Drawdown: $-5,510.00

Sharpe Ratio: -0.32

Sortino Ratio: -0.91

Ulcer Index: 151.28

EXIT REASONS

TARGET exits: 1 (16.7%)

STOP exits: 3 (50.0%)

EOD exits: 0 (0.0%)

LONG ENTRIES (BUY)

Total LONG: 4

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $-895.00

Avg P&L: $-223.75

SHORT ENTRIES (SELL)

Total SHORT: 2

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $-2,115.00

Avg P&L: $-1,057.50

CUMULATIVE P&L